+1,298.9%
COHR vs PCAR
+374.5%
+924.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -1.6% | +9.9% | +9.5% |
| 30D | -14.1% | -6.4% | -7.8% | -9.8% |
| 3M | -16.0% | +4.7% | -20.7% | -18.8% |
| 6M | +21.5% | +4.5% | +17.0% | +17.7% |
| YTD | +65.4% | +13.0% | +52.4% | +51.2% |
| 1Y | +195.0% | +23.6% | +171.4% | +150.9% |
| 3Y | +830.2% | +60.7% | +769.4% | +539.2% |
| 5Y | +397.1% | +164.5% | +232.6% | +132.3% |
| All | +1,298.9% | +374.5% | +924.4% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling